Related papers: Unequal Crossover Dynamics in Discrete and Continu…
We present a criterion for uniform in time convergence of the weak error of the Euler scheme for Stochastic Differential equations (SDEs). The criterion requires i) exponential decay in time of the space-derivatives of the semigroup…
The inevitable noise in real measurements motivates the problem to continuously quantify the similarity between rigid objects such as periodic time series and proteins given by ordered points and considered up to isometry maintaining…
Ensemble systems appear frequently in many engineering applications and, as a result, they have become an important research topic in control theory. These systems are best characterized by the evolution of their underlying state…
The (conditional or unconditional) distribution of the continuous scan statistic in a one-dimensional Poisson process may be approximated by that of a discrete analogue via time discretization (to be referred to as the discrete…
We consider the problem of estimating the common time of a change in the mean parameters of panel data when dependence is allowed between the panels in the form of a common factor. A CUSUM type estimator is proposed, and we establish first…
Inspired by applications in sports where the skill of players or teams competing against each other varies over time, we propose a probabilistic model of pairwise-comparison outcomes that can capture a wide range of time dynamics. We…
We extend the definition of a global order parameter to the case of a critical system confined between two infinite parallel plates separated by a finite distance $L$. For a quench to the critical point we study the persistence property of…
This paper introduces an upper bound on the absolute difference between: (a) the cumulative distribution function (CDF) of the sum of a finite number of independent and identically distributed random variables with finite absolute third…
This paper presents a study of the large-sample behavior of the posterior distribution of a structural parameter which is partially identified by moment inequalities. The posterior density is derived based on the limited information…
We study a new kind of proximity graphs called proportional-edge proximity catch digraphs (PCDs)in a randomized setting. PCDs are a special kind of random catch digraphs that have been developed recently and have applications in statistical…
Changepoint detection is commonly formulated by minimizing the sum of in-sample losses to quantify the model's overall fit. However, for flexible modeling procedures -- especially those involving high-dimensional parameter spaces or…
We consider sequences of $U$-processes based on symmetric kernels of a fixed order, that possibly depend on the sample size. Our main contribution is the derivation of a set of analytic sufficient conditions, under which the aforementioned…
Hyperbolic balance laws with uncertain (random) parameters and inputs are ubiquitous in science and engineering. Quantification of uncertainty in predictions derived from such laws, and reduction of predictive uncertainty via data…
We consider the distribution of a graph invariant of central similarity proximity catch digraphs (PCDs) based on one dimensional data. The central similarity PCDs are also a special type of parameterized random digraph family defined with…
Uncertainty quantification has been a core of the statistical machine learning, but its computational bottleneck has been a serious challenge for both Bayesians and frequentists. We propose a model-based framework in quantifying…
Real-world social events typically exhibit a severe class-imbalance distribution, which makes the trained detection model encounter a serious generalization challenge. Most studies solve this problem from the frequency perspective and…
Under the assumption that the distribution of a nonnegative random variable $X$ admits a bounded coupling with its size biased version, we prove simple and strong concentration bounds. In particular the upper tail probability is shown to…
Transitive consistency is an intrinsic property for collections of linear invertible transformations between Euclidean coordinate frames. In practice, when the transformations are estimated from data, this property is lacking. This work…
The crossover behavior of various models exhibiting phase transition to absorbing phase with parity conserving class has been investigated by numerical simulations and cluster mean-field method. In case of models exhibiting Z_2 symmetric…
Uncovering and understanding universal dynamics in matter far from equilibrium remains a key challenge. In this work, we identify a so far unrecognized form of universal behavior that emerges after a sudden symmetry-breaking quench at…